+160.1%
AMGN vs JBHT
+22.5%
+137.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.6% |
| 7D | +1.1% | +7.0% | -5.9% | +0.1% |
| 30D | +9.3% | +0.5% | +8.8% | +9.2% |
| 3M | +12.1% | -17.4% | +29.5% | +14.8% |
| 6M | +40.3% | -1.7% | +42.0% | +39.8% |
| YTD | +45.2% | +20.7% | +24.5% | +40.2% |
| 1Y | +42.4% | +41.1% | +1.4% | +34.4% |
| 3Y | +91.0% | +38.0% | +53.0% | +77.9% |
| All | +160.1% | +22.5% | +137.6% | +139.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling